+20.3%
LMT vs ILMN
+114.4%
-94.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.6% |
| 30D | -8.2% | +12.3% | -20.5% | -8.5% |
| 3M | +3.7% | +33.5% | -29.8% | +3.0% |
| 6M | -19.2% | +69.4% | -88.5% | -20.2% |
| YTD | +12.9% | +60.9% | -48.1% | +10.9% |
| All | +20.3% | +114.4% | -94.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling